"I did six years in the Navy," said Corona. "Four years active, two years reserve."

Corona left the Navy in 2007 and wanted a place to help himself and other veterans to keep up healthy habits during the transition back to civilian life.

"When you're in the military, you have structure to your daily schedule from six in the morning until 10 o'clock at night," Corona explained. "So when you get out, you have to develop your own structure."

Corona invested in an idea and opened The Sweat Shop, where he offers boot camp style classes. The high intensity interval training classes include military terminology and familiar drills.

"It's a culture shock," Corona said, describing the culture of The Sweat Shop. "Because we're used to like, 'Come on! Move it! Suck it up! Keep going!' And for someone who's never been in the military it's like, 'Whoa, who are you talking to?!'"

Believe it or not, for students, the classes are quite therapeutic.

"It helps when you have military friends or you come into that military gym-type environment because you just build that camaraderie back again," Eugene Mendez, who served in the U.S. Marines for eight years, said.